In a small bowl, stir together the soy sauce, sherry, ginger, brown sugar, garlic and chili oil to make the marinade.
Place the swordfish in a glass pan and pour the marinade over it. Marinate in the refrigerator for at least 1 hour.
Preheat the oven to 450°F.
Remove the fish from the marinade and place on a rack in a baking pan or on a broiling pan. Bake for about 12 minutes per inch of thickness, or until done. Meanwhile, you can boil the remaining marinade in a small pan. Serve with drizzled with some of the cooked marinade and lemon wedges.