How to handle exceptions in ASP.NET MVC 5?

I am implementing exception handling in an ASP.NET MVC 5 application, and have chosen to use the HandleErrorAttribute, here is the code I implement

[HandleError(ExceptionType = typeof(DbUpdateException), View = "Error")]
public class CompaniaController : Controller
{
    private CompaniaRepository companiaRepository = null;

    public CompaniaController()
    {
        this.companiaRepository = new CompaniaRepository(new InventarioContext());
    }      

    public ActionResult Listar()
    {
        var companias = companiaRepository.Listar().ToList();
        List<Moneda> monedas = monedaRepository.Listar().ToList();

        ViewBag.Monedas = new SelectList(monedas, "MonedaID", "Descripcion");

        return View( "Listar", companias);
    }
}

I also add the configuration of theweb.config

<customErrors mode="On"></customErrors> 

Running the application in debug mode I see that it crashes first, and after pressing F5 the view just comes out with the error message. What is the reason for that? Or what part do I need to configure so that the error view is the one that appears and the application does not crash?

I appreciate your time.