Device-independent quantum key distribution does not need a precise quantum mechanical model of employed devices to guarantee security. Despite of its beauty, it is still a very challenging experimental task. We compare a recent proposal by Gisin et al. [Phys. Rev. Lett. 105, 070501 (2010)] to close the detection loophole problem with that of a simpler quantum relay based on entanglement swapping with linear optics. Our full-mode analysis for both schemes confirms that, in contrast to recent beliefs, the second scheme can indeed provide a positive key rate which is even considerably higher than that of the first alternative. The resulting key rates and required detection efficiencies of approx. 95% for both schemes, however, strongly depend on the underlying security proof.