Suppose I have a feature that is going to take several sprints to complete. Which are the best practices to do this? Should I split the feature?

This is what I currently do:
-In the Backlogs View a have two versions: Product Backlog and Current Sprint.
-In Product Backlog I create the “Big” feature and then drag-and-drop it in the Current Sprint.
-Then, in the Task Board, I create the sprint tasks for this Feature.

Thanks!