In a medium bowl whisk together soy sauce, vegetable oil, sherry, ginger and garlic. Fill a large resealable bag with the mixture. Place swordfish steaks into the bag with mixture and shake to coat. Place bag in the refrigerator and allow the steaks to marinate at least 4 hours.
Preheat the barbecue for high heat and lightly oil grate.
Barbecue swordfish steaks 8 to 10 minutes per side, until the swordfish flakes easily and is opaque in the center.