Sherry is made from a blend of old (oxidized) white wine from several years that is then blended and fermented. While it may contane a slight "hint" of vanilla or "floral citrus" - it doesn't taste anything like either vanilla or orange/pineapple juice in the substitution that texasgirl found for you. (and I'm not picking on texasgirl in any way ... she was kind enough to go out and look for a substitution for you ....) HanArt had a good idea, while white wine would be "closer" - it's not going to have the depth of flavor or character of Sherry - do DO stay away from anything labeled "Cooking Sherry" - it's crappy stuff that is undrinkable to begin with and has had so much salt added to it that it's even more undrinkable.
This is kind of a classic way to finish off some soups. You would be better off skipping it than to mess up your soup with substitutions.