For completeness, this is what I have used based on @blowekamp suggestion.
I had to find_package twice to import ITK_MODULES_ENABLED
find_package(ITK CONFIG REQUIRED)
set(use_itk_modules IsotropicWavelets )
foreach( mod IN LISTS ITK_MODULES_ENABLED)
if( ${mod} MATCHES "IO")
list(APPEND use_itk_modules ${mod})
endif()
endforeach()
find_package(ITK COMPONENTS ${use_itk_modules} REQUIRED)
#include_directories(${ITK_INCLUDE_DIRS}) # Not needed
include(${ITK_USE_FILE})